Auden's most famous poem about the lead-up to World War II is "September 1, 1939," which could easily be taught in conjunction with this piece. Similarly, his poem "O what is that sound that so thrills the ear," sometimes published as "The Quarry," could easily be treated as a sequel.
An advanced class might work with more academic texts about the refugee crisis that preceded World War II—for instance, Refuge Denied: The St. Louis Passengers and the Holocaust, by Sarah A. Ogilvie & Scott Miller.
Other books about refugee experience in the twentieth and twenty-first centuries include Second Class Citizen by Buchi Emecheta, Small Island by Andrea Levy, Exit West by Mohsin Hamid, Salt...